KTOS vs. HDV
KTOS (Kratos Defense & Security Solutions, Inc.) is a stock, while HDV (iShares Core High Dividend ETF) is Dividend fund tracking the Morningstar Dividend Yield Focus Index. Over the past 10 years, KTOS returned 30.73%/yr vs 9.21%/yr for HDV. At a 0.33 correlation, their price movements are largely independent.
Performance
KTOS vs. HDV - Performance Comparison
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Returns By Period
In the year-to-date period, KTOS achieves a -23.95% return, which is significantly lower than HDV's 13.23% return. Over the past 10 years, KTOS has outperformed HDV with an annualized return of 30.73%, while HDV has yielded a comparatively lower 9.21% annualized return.
KTOS
- 1D
- -1.35%
- 1M
- -0.28%
- YTD
- -23.95%
- 6M
- -25.06%
- 1Y
- 42.65%
- 3Y*
- 59.41%
- 5Y*
- 16.85%
- 10Y*
- 30.73%
HDV
- 1D
- -0.44%
- 1M
- 2.01%
- YTD
- 13.23%
- 6M
- 14.65%
- 1Y
- 21.13%
- 3Y*
- 14.75%
- 5Y*
- 10.58%
- 10Y*
- 9.21%
KTOS vs. HDV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
KTOS Kratos Defense & Security Solutions, Inc. | -23.95% | 187.76% | 30.01% | 96.61% | -46.80% | -29.27% | 52.30% | 27.82% | 33.05% | 43.11% |
HDV iShares Core High Dividend ETF | 13.23% | 11.90% | 14.16% | 1.72% | 7.05% | 19.45% | -6.48% | 20.22% | -3.01% | 13.40% |
Correlation
The correlation between KTOS and HDV is 0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.05 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.16 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.27 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.31 |
Correlation (All Time) Calculated using the full available price history since Apr 1, 2011 | 0.33 |
Over the past year, the correlation between KTOS and HDV has dropped to 0.05 - well below their long-term average of 0.33, suggesting their price drivers have been diverging.
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Return for Risk
KTOS vs. HDV — Risk / Return Rank
KTOS
HDV
KTOS vs. HDV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Kratos Defense & Security Solutions, Inc. (KTOS) and iShares Core High Dividend ETF (HDV). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| KTOS | HDV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.59 | ||
| Sortino ratioReturn per unit of downside risk | -1.95 | ||
| Omega ratioGain probability vs. loss probability | 1.15 | 1.38 | -0.22 |
| Calmar ratioReturn relative to maximum drawdown | 0.71 | 4.10 | -3.39 |
| Martin ratioReturn relative to average drawdown | 1.47 | 11.37 | -9.90 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| KTOS | HDV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.60 | 2.19 | -1.59 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.32 | 0.83 | -0.50 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.61 | 0.59 | +0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.14 | 0.72 | -0.86 |
Drawdowns
KTOS vs. HDV - Drawdown Comparison
The maximum KTOS drawdown since its inception was -99.81%, which is greater than HDV's maximum drawdown of -37.04%. Use the drawdown chart below to compare losses from any high point for KTOS and HDV.
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Drawdown Indicators
| KTOS | HDV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.81% | -37.04% | -62.77% |
Max Drawdown (1Y)Largest decline over 1 year | -60.15% | -5.18% | -54.97% |
Max Drawdown (3Y)Largest decline over 3 years | -60.15% | -10.49% | -49.66% |
Max Drawdown (5Y)Largest decline over 5 years | -69.39% | -15.42% | -53.97% |
Max Drawdown (10Y)Largest decline over 10 years | -72.74% | -37.04% | -35.70% |
Current DrawdownCurrent decline from peak | -96.34% | -2.08% | -94.26% |
Average DrawdownAverage peak-to-trough decline | -95.94% | -3.09% | -92.85% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 29.04% | 1.86% | +27.18% |
Volatility
KTOS vs. HDV - Volatility Comparison
Kratos Defense & Security Solutions, Inc. (KTOS) has a higher volatility of 23.93% compared to iShares Core High Dividend ETF (HDV) at 3.08%. This indicates that KTOS's price experiences larger fluctuations and is considered to be riskier than HDV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| KTOS | HDV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 23.93% | 3.08% | +20.85% |
Volatility (6M)Calculated over the trailing 6-month period | 56.47% | 7.51% | +48.96% |
Volatility (1Y)Calculated over the trailing 1-year period | 71.96% | 9.71% | +62.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 52.22% | 12.82% | +39.40% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 50.78% | 15.73% | +35.05% |
Dividends
KTOS vs. HDV - Dividend Comparison
KTOS has not paid dividends to shareholders, while HDV's dividend yield for the trailing twelve months is around 2.89%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HDV iShares Core High Dividend ETF | 2.89% | 3.22% | 3.67% | 3.82% | 3.56% | 3.47% | 4.07% | 3.27% | 3.67% | 3.27% | 3.28% | 3.92% |
KTOS Kratos Defense & Security Solutions, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
KTOS and HDV have a correlation of 0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
KTOS has higher volatility (23.93%) compared to HDV (3.08%). In terms of maximum drawdown, KTOS dropped -99.81% vs HDV's -37.04%.
HDV currently has the higher Sharpe Ratio (2.19 vs 0.60), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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